Pandas Profiling Report

Dataset statistics

Number of variables	15
Number of observations	8390
Missing cells	0
Missing cells (%)	0.0%
Duplicate rows	0
Duplicate rows (%)	0.0%
Total size in memory	983.3 KiB
Average record size in memory	120.0 B

Variable types

Categorical	1
Numeric	14

Alerts

`Symbol` has a high cardinality: 2295 distinct values	High cardinality
`ESG Score` is highly correlated with `Environmental Pillar Score` and 2 other fields	High correlation
`Environmental Pillar Score` is highly correlated with `ESG Score` and 1 other fields	High correlation
`Social Pillar Score` is highly correlated with `ESG Score` and 1 other fields	High correlation
`Governance Pillar Score` is highly correlated with `ESG Score`	High correlation
`semi-variance (down)` is highly correlated with `VaR (95%)`	High correlation
`VaR (95%)` is highly correlated with `semi-variance (down)`	High correlation
`D(Overall,S)` is highly correlated with `D(Overall,G)`	High correlation
`D(Overall,G)` is highly correlated with `D(Overall,S)`	High correlation
`ESG Score` is highly correlated with `Environmental Pillar Score` and 2 other fields	High correlation
`Environmental Pillar Score` is highly correlated with `ESG Score` and 1 other fields	High correlation
`Social Pillar Score` is highly correlated with `ESG Score` and 1 other fields	High correlation
`Governance Pillar Score` is highly correlated with `ESG Score`	High correlation
`semi-variance (down)` is highly correlated with `VaR (95%)`	High correlation
`VaR (95%)` is highly correlated with `semi-variance (down)`	High correlation
`ESG Score` is highly correlated with `Environmental Pillar Score` and 1 other fields	High correlation
`Environmental Pillar Score` is highly correlated with `ESG Score` and 1 other fields	High correlation
`Social Pillar Score` is highly correlated with `ESG Score` and 1 other fields	High correlation
`semi-variance (down)` is highly correlated with `VaR (95%)`	High correlation
`VaR (95%)` is highly correlated with `semi-variance (down)`	High correlation
`D(Overall,S)` is highly correlated with `D(Overall,G)`	High correlation
`D(Overall,G)` is highly correlated with `D(Overall,S)`	High correlation
`ESG Score` is highly correlated with `Environmental Pillar Score` and 2 other fields	High correlation
`Environmental Pillar Score` is highly correlated with `ESG Score` and 1 other fields	High correlation
`Social Pillar Score` is highly correlated with `ESG Score` and 1 other fields	High correlation
`Governance Pillar Score` is highly correlated with `ESG Score`	High correlation
`mean-return` is highly correlated with `VaR (95%)`	High correlation
`semi-variance (down)` is highly correlated with `VaR (95%)`	High correlation
`kurtosis` is highly correlated with `skew`	High correlation
`skew` is highly correlated with `kurtosis`	High correlation
`VaR (95%)` is highly correlated with `mean-return` and 1 other fields	High correlation
`semi-variance (down)` is highly skewed (γ1 = 42.97666496)	Skewed
`D(Overall,S)` is highly skewed (γ1 = 24.33626538)	Skewed
`ESG Score` has unique values	Unique
`semi-variance (down)` has unique values	Unique
`kurtosis` has unique values	Unique
`skew` has unique values	Unique
`D(Overall,E)` has 2096 (25.0%) zeros	Zeros
`D(Overall,S)` has 1325 (15.8%) zeros	Zeros
`D(Overall,G)` has 1324 (15.8%) zeros	Zeros
`D(ESG, VaR)` has 1648 (19.6%) zeros	Zeros

Reproduction

Analysis started	2022-09-24 08:46:27.401649
Analysis finished	2022-09-24 08:46:46.159789
Duration	18.76 seconds
Software version	pandas-profiling v3.2.0
Download configuration	config.json

Symbol
Categorical

HIGH CARDINALITY

Distinct	2295
Distinct (%)	27.4%
Missing	0
Missing (%)	0.0%
Memory size	65.7 KiB

GIII.OQ	7
BBY.N	7
AEO.N	7
HIBB.OQ	7
VSTO.N	7
Other values (2290)	8355

Length

Max length	8
Median length	7
Mean length	5.828843862
Min length	3

Characters and Unicode

Total characters	48904
Distinct characters	35
Distinct categories	5 ?
Distinct scripts	2 ?
Distinct blocks	1 ?

The Unicode Standard assigns character properties to each code point, which can be used to analyse textual variables.

Unique

Unique	403 ?
Unique (%)	4.8%

Sample

1st row	360.AX
2nd row	360.AX
3rd row	A.N
4th row	A.N
5th row	A.N

Common Values

Value	Count	Frequency (%)
GIII.OQ	7	0.1%
BBY.N	7	0.1%
AEO.N	7	0.1%
HIBB.OQ	7	0.1%
VSTO.N	7	0.1%
KMX.N	7	0.1%
WSM.N	7	0.1%
EXPR.N	7	0.1%
ENS.N	7	0.1%
LOW.N	7	0.1%
Other values (2285)	8320	99.2%

Length

Histogram of lengths of the category

Value	Count	Frequency (%)
giii.oq	7	0.1%
avav.oq	7	0.1%
bby.n	7	0.1%
mod.n	7	0.1%
dds.n	7	0.1%
dg.n	7	0.1%
gme.n	7	0.1%
dbi.n	7	0.1%
casy.oq	7	0.1%
schl.oq	7	0.1%
Other values (2285)	8320	99.2%

Most occurring characters

Value	Count	Frequency (%)
.	8390	17.2%
N	6321	12.9%
O	4575	9.4%
Q	3554	7.3%
C	2208	4.5%
A	2080	4.3%
S	1906	3.9%
T	1817	3.7%
R	1760	3.6%
M	1456	3.0%
Other values (25)	14837	30.3%

Most occurring categories

Value	Count	Frequency (%)
Uppercase Letter	40466	82.7%
Other Punctuation	8390	17.2%
Lowercase Letter	38	0.1%
Decimal Number	6	< 0.1%
Connector Punctuation	4	< 0.1%

Most frequent character per category

Uppercase Letter

Value	Count	Frequency (%)
N	6321	15.6%
O	4575	11.3%
Q	3554	8.8%
C	2208	5.5%
A	2080	5.1%
S	1906	4.7%
T	1817	4.5%
R	1760	4.3%
M	1456	3.6%
I	1445	3.6%
Other values (16)	13344	33.0%

Lowercase Letter

Value	Count	Frequency (%)
a	23	60.5%
b	10	26.3%
p	4	10.5%
q	1	2.6%

Decimal Number

Value	Count	Frequency (%)
3	2	33.3%
6	2	33.3%
0	2	33.3%

Other Punctuation

Value	Count	Frequency (%)
.	8390	100.0%

Connector Punctuation

Value	Count	Frequency (%)
_	4	100.0%

Most occurring scripts

Value	Count	Frequency (%)
Latin	40504	82.8%
Common	8400	17.2%

Most frequent character per script

Latin

Value	Count	Frequency (%)
N	6321	15.6%
O	4575	11.3%
Q	3554	8.8%
C	2208	5.5%
A	2080	5.1%
S	1906	4.7%
T	1817	4.5%
R	1760	4.3%
M	1456	3.6%
I	1445	3.6%
Other values (20)	13382	33.0%

Common

Value	Count	Frequency (%)
.	8390	99.9%
_	4	< 0.1%
3	2	< 0.1%
6	2	< 0.1%
0	2	< 0.1%

Most occurring blocks

Value	Count	Frequency (%)
ASCII	48904	100.0%

Most frequent character per block

ASCII

Value	Count	Frequency (%)
.	8390	17.2%
N	6321	12.9%
O	4575	9.4%
Q	3554	7.3%
C	2208	4.5%
A	2080	4.3%
S	1906	3.9%
T	1817	3.7%
R	1760	3.6%
M	1456	3.0%
Other values (25)	14837	30.3%

Year
Real number (ℝ_≥0)

Distinct	7
Distinct (%)	0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	2018.890942

Minimum	2016
Maximum	2022
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	65.7 KiB

Quantile statistics

Minimum	2016
5-th percentile	2016
Q1	2018
median	2019
Q3	2020
95-th percentile	2021
Maximum	2022
Range	6
Interquartile range (IQR)	2

Descriptive statistics

Standard deviation	1.672251556
Coefficient of variation (CV)	0.0008283020749
Kurtosis	-1.034924958
Mean	2018.890942
Median Absolute Deviation (MAD)	1
Skewness	-0.2705443575
Sum	16938495
Variance	2.796425267
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=7)

Value	Count	Frequency (%)
2020	1858	22.1%
2019	1570	18.7%
2021	1558	18.6%
2018	1244	14.8%
2017	1043	12.4%
2016	985	11.7%
2022	132	1.6%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
2016	985	11.7%
2017	1043	12.4%
2018	1244	14.8%
2019	1570	18.7%
2020	1858	22.1%
2021	1558	18.6%
2022	132	1.6%

Value	Count	Frequency (%)
2022	132	1.6%
2021	1558	18.6%
2020	1858	22.1%
2019	1570	18.7%
2018	1244	14.8%
2017	1043	12.4%
2016	985	11.7%

ESG Score
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
UNIQUE

Distinct	8390
Distinct (%)	100.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	45.1775578

Minimum	3.806763196
Maximum	94.44445553
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	65.7 KiB

Quantile statistics

Minimum	3.806763196
5-th percentile	17.02965548
Q1	30.5849707
median	43.18626799
Q3	59.03944378
95-th percentile	78.481338
Maximum	94.44445553
Range	90.63769233
Interquartile range (IQR)	28.45447307

Descriptive statistics

Standard deviation	18.82265547
Coefficient of variation (CV)	0.4166372947
Kurtosis	-0.7115598409
Mean	45.1775578
Median Absolute Deviation (MAD)	14.05672394
Skewness	0.2793725942
Sum	379039.71
Variance	354.2923588
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
27.08101803	1	< 0.1%
26.87866445	1	< 0.1%
15.58532593	1	< 0.1%
17.0528031	1	< 0.1%
43.18368707	1	< 0.1%
27.40319628	1	< 0.1%
28.90781027	1	< 0.1%
27.52122772	1	< 0.1%
28.88156102	1	< 0.1%
67.4537551	1	< 0.1%
Other values (8380)	8380	99.9%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
3.806763196	1	< 0.1%
5.114833664	1	< 0.1%
5.776484991	1	< 0.1%
5.794444127	1	< 0.1%
5.974997495	1	< 0.1%
6.152221193	1	< 0.1%
6.221658567	1	< 0.1%
6.686398355	1	< 0.1%
6.81418215	1	< 0.1%
6.868101403	1	< 0.1%

Value	Count	Frequency (%)
94.44445553	1	< 0.1%
93.53912565	1	< 0.1%
93.32784124	1	< 0.1%
92.80650836	1	< 0.1%
92.61992314	1	< 0.1%
92.31516263	1	< 0.1%
92.1429952	1	< 0.1%
91.90508406	1	< 0.1%
91.85503349	1	< 0.1%
91.47686123	1	< 0.1%

Environmental Pillar Score
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	7249
Distinct (%)	86.4%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	32.66414699

Minimum	0.027777778
Maximum	97.98022505
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	65.7 KiB

Quantile statistics

Minimum	0.027777778
5-th percentile	1.830951138
Q1	9.301939765
median	25.35933463
Q3	52.52109455
95-th percentile	81.62031074
Maximum	97.98022505
Range	97.95244727
Interquartile range (IQR)	43.21915478

Descriptive statistics

Standard deviation	26.09604144
Coefficient of variation (CV)	0.7989200347
Kurtosis	-0.8080771856
Mean	32.66414699
Median Absolute Deviation (MAD)	18.97278
Skewness	0.6148309379
Sum	274052.1932
Variance	681.003379
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
21.15270351	121	1.4%
1.740581784	52	0.6%
1.771771772	39	0.5%
1.608821403	33	0.4%
17.53569212	20	0.2%
20.39408867	20	0.2%
37.31707317	18	0.2%
4.945054945	18	0.2%
1.924818841	16	0.2%
6.302521008	16	0.2%
Other values (7239)	8037	95.8%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0.027777778	1	< 0.1%
0.086956522	1	< 0.1%
0.088593577	1	< 0.1%
0.091672296	1	< 0.1%
0.142146411	1	< 0.1%
0.142450142	1	< 0.1%
0.146297126	1	< 0.1%
0.194444444	1	< 0.1%
0.217013889	1	< 0.1%
0.255558395	1	< 0.1%

Value	Count	Frequency (%)
97.98022505	1	< 0.1%
97.69705095	1	< 0.1%
97.25520303	1	< 0.1%
97.16815059	1	< 0.1%
97.16090883	1	< 0.1%
97.02299593	1	< 0.1%
96.82619138	1	< 0.1%
96.67922137	1	< 0.1%
96.62206002	1	< 0.1%
96.54273654	1	< 0.1%

Social Pillar Score
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	8352
Distinct (%)	99.5%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	46.89734695

Minimum	0.453490413
Maximum	97.83313378
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	65.7 KiB

Quantile statistics

Minimum	0.453490413
5-th percentile	15.27588208
Q1	30.20751794
median	45.20856376
Q3	62.31384454
95-th percentile	84.58797876
Maximum	97.83313378
Range	97.37964337
Interquartile range (IQR)	32.1063266

Descriptive statistics

Standard deviation	21.13387719
Coefficient of variation (CV)	0.4506412104
Kurtosis	-0.7259666039
Mean	46.89734695
Median Absolute Deviation (MAD)	15.90164398
Skewness	0.2685154
Sum	393468.7409
Variance	446.6407652
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
28.95333105	4	< 0.1%
25.1054216	3	< 0.1%
50	3	< 0.1%
25.91686339	3	< 0.1%
28.96555825	3	< 0.1%
22.47251138	3	< 0.1%
31.06869795	3	< 0.1%
23.84305671	3	< 0.1%
35.39530578	2	< 0.1%
10.9375	2	< 0.1%
Other values (8342)	8361	99.7%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0.453490413	1	< 0.1%
1.250985028	1	< 0.1%
1.374185668	1	< 0.1%
2.058498218	1	< 0.1%
2.260348584	1	< 0.1%
2.440956221	1	< 0.1%
2.704071629	1	< 0.1%
2.708743072	1	< 0.1%
2.862323994	1	< 0.1%
2.868357488	1	< 0.1%

Value	Count	Frequency (%)
97.83313378	1	< 0.1%
97.69370496	1	< 0.1%
97.66874295	1	< 0.1%
97.65506268	1	< 0.1%
97.57901244	1	< 0.1%
97.39413182	1	< 0.1%
97.39293525	1	< 0.1%
97.34833138	1	< 0.1%
97.25672305	1	< 0.1%
97.23474375	1	< 0.1%

Governance Pillar Score
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	8359
Distinct (%)	99.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	53.00145002

Minimum	0.713528414
Maximum	99.49668624
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	65.7 KiB

Quantile statistics

Minimum	0.713528414
5-th percentile	16.13415441
Q1	36.54946887
median	54.65678837
Q3	70.23126631
95-th percentile	85.36482267
Maximum	99.49668624
Range	98.78315783
Interquartile range (IQR)	33.68179744

Descriptive statistics

Standard deviation	21.54495779
Coefficient of variation (CV)	0.4064975162
Kurtosis	-0.8158104855
Mean	53.00145002
Median Absolute Deviation (MAD)	16.75195087
Skewness	-0.2135485784
Sum	444682.1657
Variance	464.1852061
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
58.43062853	2	< 0.1%
73.41723549	2	< 0.1%
25.72314815	2	< 0.1%
62.46257571	2	< 0.1%
35.74819745	2	< 0.1%
60.88635921	2	< 0.1%
70.70108077	2	< 0.1%
18.78816794	2	< 0.1%
51.31558514	2	< 0.1%
29.01081425	2	< 0.1%
Other values (8349)	8370	99.8%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0.713528414	1	< 0.1%
1.21894023	1	< 0.1%
1.449805879	1	< 0.1%
1.621528968	1	< 0.1%
1.670932878	1	< 0.1%
1.693686007	1	< 0.1%
1.741942324	1	< 0.1%
1.77374894	1	< 0.1%
1.958191126	1	< 0.1%
2.006541524	1	< 0.1%

Value	Count	Frequency (%)
99.49668624	1	< 0.1%
98.61065544	1	< 0.1%
98.29931336	1	< 0.1%
98.1416741	1	< 0.1%
97.5232521	1	< 0.1%
97.49964879	1	< 0.1%
97.30143852	1	< 0.1%
97.02811555	1	< 0.1%
96.77316411	1	< 0.1%
96.67393058	1	< 0.1%

mean-return
Real number (ℝ)

HIGH CORRELATION

Distinct	8385
Distinct (%)	99.9%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.002510868964

Minimum	-0.552090105
Maximum	0.5359062215
Zeros	0
Zeros (%)	0.0%
Negative	3485
Negative (%)	41.5%
Memory size	65.7 KiB

Quantile statistics

Minimum	-0.552090105
5-th percentile	-0.07413523606
Q1	-0.01588608457
median	0.00623143584
Q3	0.02532615983
95-th percentile	0.06483100316
Maximum	0.5359062215
Range	1.087996327
Interquartile range (IQR)	0.0412122444

Descriptive statistics

Standard deviation	0.04782904166
Coefficient of variation (CV)	19.04880038
Kurtosis	13.67467632
Mean	0.002510868964
Median Absolute Deviation (MAD)	0.02046234336
Skewness	-1.195183679
Sum	21.0661906
Variance	0.002287617226
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.039470474	2	< 0.1%
0.06301338005	2	< 0.1%
0.03146094461	2	< 0.1%
0.01152288233	2	< 0.1%
1.513940488 × 10^-17	2	< 0.1%
-0.03398650302	1	< 0.1%
0.06324762159	1	< 0.1%
-0.007642441634	1	< 0.1%
0.03543258288	1	< 0.1%
0.0175059022	1	< 0.1%
Other values (8375)	8375	99.8%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-0.552090105	1	< 0.1%
-0.5304138823	1	< 0.1%
-0.4925745599	1	< 0.1%
-0.4094096847	1	< 0.1%
-0.4019158167	1	< 0.1%
-0.3896555938	1	< 0.1%
-0.3483979822	1	< 0.1%
-0.3346418915	1	< 0.1%
-0.3307936064	1	< 0.1%
-0.31315733	1	< 0.1%

Value	Count	Frequency (%)
0.5359062215	1	< 0.1%
0.2835265788	1	< 0.1%
0.2558097662	1	< 0.1%
0.2551809226	1	< 0.1%
0.2494473479	1	< 0.1%
0.2376677679	1	< 0.1%
0.2321204633	1	< 0.1%
0.2282888654	1	< 0.1%
0.2206205853	1	< 0.1%
0.2199829472	1	< 0.1%

semi-variance (down)
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
SKEWED
UNIQUE

Distinct	8390
Distinct (%)	100.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.03176567232

Minimum	2.049697647 × 10^-6
Maximum	10.60379622
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	65.7 KiB

Quantile statistics

Minimum	2.049697647 × 10^-6
5-th percentile	0.001232310146
Q1	0.004012757425
median	0.009379741113
Q3	0.02486660118
95-th percentile	0.109064559
Maximum	10.60379622
Range	10.60379417
Interquartile range (IQR)	0.02085384376

Descriptive statistics

Standard deviation	0.1558296352
Coefficient of variation (CV)	4.905598523
Kurtosis	2639.649959
Mean	0.03176567232
Median Absolute Deviation (MAD)	0.006808096917
Skewness	42.97666496
Sum	266.5139907
Variance	0.0242828752
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.004021172732	1	< 0.1%
0.02886740819	1	< 0.1%
0.1401961688	1	< 0.1%
0.005014993273	1	< 0.1%
0.01163752883	1	< 0.1%
0.006475125843	1	< 0.1%
0.07140474283	1	< 0.1%
0.03133535666	1	< 0.1%
0.02650426443	1	< 0.1%
0.01777267535	1	< 0.1%
Other values (8380)	8380	99.9%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
2.049697647 × 10^-6	1	< 0.1%
5.055098442 × 10^-6	1	< 0.1%
5.08445488 × 10^-6	1	< 0.1%
5.274323069 × 10^-6	1	< 0.1%
6.131105551 × 10^-6	1	< 0.1%
8.070466148 × 10^-6	1	< 0.1%
1.132803218 × 10^-5	1	< 0.1%
1.166024936 × 10^-5	1	< 0.1%
1.237343283 × 10^-5	1	< 0.1%
1.319121727 × 10^-5	1	< 0.1%

Value	Count	Frequency (%)
10.60379622	1	< 0.1%
4.401274089	1	< 0.1%
2.814765903	1	< 0.1%
2.660379866	1	< 0.1%
2.528239724	1	< 0.1%
2.264271707	1	< 0.1%
1.700889218	1	< 0.1%
1.683931968	1	< 0.1%
1.274744351	1	< 0.1%
1.273938367	1	< 0.1%

kurtosis
Real number (ℝ)

HIGH CORRELATION
UNIQUE

Distinct	8390
Distinct (%)	100.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.676361517

Minimum	-4.771690305
Maximum	10.66785002
Zeros	0
Zeros (%)	0.0%
Negative	3710
Negative (%)	44.2%
Memory size	65.7 KiB

Quantile statistics

Minimum	-4.771690305
5-th percentile	-1.397095342
Q1	-0.6374184458
median	0.2110665923
Q3	1.478189565
95-th percentile	4.462382098
Maximum	10.66785002
Range	15.43954032
Interquartile range (IQR)	2.115608011

Descriptive statistics

Standard deviation	1.848141859
Coefficient of variation (CV)	2.732476364
Kurtosis	2.280649397
Mean	0.676361517
Median Absolute Deviation (MAD)	0.9766243352
Skewness	1.393491393
Sum	5674.673128
Variance	3.41562833
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.6328257409	1	< 0.1%
2.094013783	1	< 0.1%
5.791509142	1	< 0.1%
0.5811194514	1	< 0.1%
-1.361904149	1	< 0.1%
-0.668974197	1	< 0.1%
-0.8217128779	1	< 0.1%
0.3717529472	1	< 0.1%
0.1667980481	1	< 0.1%
0.2797491525	1	< 0.1%
Other values (8380)	8380	99.9%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-4.771690305	1	< 0.1%
-3.303480138	1	< 0.1%
-3.283662493	1	< 0.1%
-3.010231764	1	< 0.1%
-2.775623454	1	< 0.1%
-2.772284067	1	< 0.1%
-2.768118263	1	< 0.1%
-2.753330548	1	< 0.1%
-2.719587297	1	< 0.1%
-2.712449621	1	< 0.1%

Value	Count	Frequency (%)
10.66785002	1	< 0.1%
10.39619826	1	< 0.1%
10.39230482	1	< 0.1%
9.991123526	1	< 0.1%
9.330673785	1	< 0.1%
9.272796292	1	< 0.1%
9.136219555	1	< 0.1%
8.969254615	1	< 0.1%
8.909863957	1	< 0.1%
8.867227454	1	< 0.1%

skew
Real number (ℝ)

HIGH CORRELATION
UNIQUE

Distinct	8390
Distinct (%)	100.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	-0.1355040776

Minimum	-3.243905543
Maximum	3.118139779
Zeros	1
Zeros (%)	< 0.1%
Negative	4739
Negative (%)	56.5%
Memory size	65.7 KiB

Quantile statistics

Minimum	-3.243905543
5-th percentile	-1.63404865
Q1	-0.7022596437
median	-0.1395536166
Q3	0.4448158851
95-th percentile	1.326255899
Maximum	3.118139779
Range	6.362045322
Interquartile range (IQR)	1.147075529

Descriptive statistics

Standard deviation	0.8902627537
Coefficient of variation (CV)	-6.570007115
Kurtosis	0.2027304549
Mean	-0.1355040776
Median Absolute Deviation (MAD)	0.5739383982
Skewness	0.007182582218
Sum	-1136.879211
Variance	0.7925677707
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.06114140649	1	< 0.1%
1.208238014	1	< 0.1%
-2.22482193	1	< 0.1%
0.2302402114	1	< 0.1%
0.3795195494	1	< 0.1%
0.671885387	1	< 0.1%
-0.4062157682	1	< 0.1%
-0.6759351596	1	< 0.1%
0.9950146676	1	< 0.1%
-0.7931006897	1	< 0.1%
Other values (8380)	8380	99.9%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-3.243905543	1	< 0.1%
-3.192624611	1	< 0.1%
-3.192145101	1	< 0.1%
-2.95715309	1	< 0.1%
-2.91591035	1	< 0.1%
-2.8410198	1	< 0.1%
-2.839157001	1	< 0.1%
-2.816467798	1	< 0.1%
-2.803226022	1	< 0.1%
-2.794186419	1	< 0.1%

Value	Count	Frequency (%)
3.118139779	1	< 0.1%
2.939550184	1	< 0.1%
2.900624226	1	< 0.1%
2.846950478	1	< 0.1%
2.815081958	1	< 0.1%
2.781616199	1	< 0.1%
2.727624363	1	< 0.1%
2.692684592	1	< 0.1%
2.674059504	1	< 0.1%
2.579003458	1	< 0.1%

VaR (95%)
Real number (ℝ)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	8388
Distinct (%)	> 99.9%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	-0.175101922

Minimum	-5.756462732
Maximum	0.05449763172
Zeros	1
Zeros (%)	< 0.1%
Negative	8369
Negative (%)	99.7%
Memory size	65.7 KiB

Quantile statistics

Minimum	-5.756462732
5-th percentile	-0.4635915275
Q1	-0.2212239879
median	-0.130744321
Q3	-0.07474922092
95-th percentile	-0.02993538288
Maximum	0.05449763172
Range	5.810960364
Interquartile range (IQR)	0.146474767

Descriptive statistics

Standard deviation	0.173004206
Coefficient of variation (CV)	-0.9880200288
Kurtosis	154.8121932
Mean	-0.175101922
Median Absolute Deviation (MAD)	0.06688171536
Skewness	-7.096374391
Sum	-1469.105126
Variance	0.0299304553
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.2653141255	2	< 0.1%
-0.3465735903	2	< 0.1%
-0.03212399511	1	< 0.1%
-0.1525609311	1	< 0.1%
-0.1246384009	1	< 0.1%
-0.4704805545	1	< 0.1%
-0.1965891505	1	< 0.1%
-0.2612174025	1	< 0.1%
-0.1513521446	1	< 0.1%
-0.09200141369	1	< 0.1%
Other values (8378)	8378	99.9%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-5.756462732	1	< 0.1%
-3.453877639	1	< 0.1%
-1.992725237	1	< 0.1%
-1.785685114	1	< 0.1%
-1.669998066	1	< 0.1%
-1.64456756	1	< 0.1%
-1.627902163	1	< 0.1%
-1.609437912	1	< 0.1%
-1.565283421	1	< 0.1%
-1.530645946	1	< 0.1%

Value	Count	Frequency (%)
0.05449763172	1	< 0.1%
0.05115661859	1	< 0.1%
0.03287686949	1	< 0.1%
0.03035851729	1	< 0.1%
0.02703480588	1	< 0.1%
0.01351776512	1	< 0.1%
0.01006396599	1	< 0.1%
0.009284792341	1	< 0.1%
0.005793158139	1	< 0.1%
0.004990776787	1	< 0.1%

D(Overall,E)
Real number (ℝ_≥0)

ZEROS

Distinct	6295
Distinct (%)	75.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.1892791368

Minimum	0
Maximum	37.02186133
Zeros	2096
Zeros (%)	25.0%
Negative	0
Negative (%)	0.0%
Memory size	65.7 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	3.981538573 × 10^-9
median	0.004167477255
Q3	0.03957941108
95-th percentile	0.7938215578
Maximum	37.02186133
Range	37.02186133
Interquartile range (IQR)	0.03957940709

Descriptive statistics

Standard deviation	1.026972824
Coefficient of variation (CV)	5.425705344
Kurtosis	354.8552514
Mean	0.1892791368
Median Absolute Deviation (MAD)	0.004167477255
Skewness	15.19435208
Sum	1588.051958
Variance	1.054673181
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0	2096	25.0%
0.0117058918	1	< 0.1%
0.001796265265	1	< 0.1%
0.02906949525	1	< 0.1%
0.3330018177	1	< 0.1%
3.19202767	1	< 0.1%
0.03045320943	1	< 0.1%
0.001091950713	1	< 0.1%
0.02784239975	1	< 0.1%
0.03288744051	1	< 0.1%
Other values (6285)	6285	74.9%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0	2096	25.0%
2.58784839 × 10^-9	1	< 0.1%
3.217779728 × 10^-9	1	< 0.1%
6.272815109 × 10^-9	1	< 0.1%
8.881527078 × 10^-9	1	< 0.1%
1.183434085 × 10^-8	1	< 0.1%
1.228725574 × 10^-8	1	< 0.1%
2.213180064 × 10^-8	1	< 0.1%
4.093839728 × 10^-8	1	< 0.1%
5.646151584 × 10^-8	1	< 0.1%

Value	Count	Frequency (%)
37.02186133	1	< 0.1%
26.53164061	1	< 0.1%
22.90257121	1	< 0.1%
19.88575798	1	< 0.1%
17.98222401	1	< 0.1%
16.85068089	1	< 0.1%
16.78594049	1	< 0.1%
15.5379242	1	< 0.1%
14.29557151	1	< 0.1%
13.4749785	1	< 0.1%

D(Overall,S)
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
SKEWED
ZEROS

Distinct	7066
Distinct (%)	84.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.03253304097

Minimum	0
Maximum	7.537939412
Zeros	1325
Zeros (%)	15.8%
Negative	0
Negative (%)	0.0%
Memory size	65.7 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	0.0001889476683
median	0.003962793392
Q3	0.0215166759
95-th percentile	0.1328632123
Maximum	7.537939412
Range	7.537939412
Interquartile range (IQR)	0.02132772823

Descriptive statistics

Standard deviation	0.1501725516
Coefficient of variation (CV)	4.616001058
Kurtosis	939.9890514
Mean	0.03253304097
Median Absolute Deviation (MAD)	0.003962793392
Skewness	24.33626538
Sum	272.9522138
Variance	0.02255179524
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0	1325	15.8%
0.1494913952	1	< 0.1%
0.0001409877532	1	< 0.1%
0.00184409946	1	< 0.1%
0.01071330958	1	< 0.1%
0.004298079143	1	< 0.1%
9.981394915 × 10^-5	1	< 0.1%
0.001558507041	1	< 0.1%
0.0001961021017	1	< 0.1%
0.002089408102	1	< 0.1%
Other values (7056)	7056	84.1%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0	1325	15.8%
3.981603671 × 10^-9	1	< 0.1%
4.58263128 × 10^-9	1	< 0.1%
6.680347353 × 10^-9	1	< 0.1%
1.076202855 × 10^-8	1	< 0.1%
2.148256998 × 10^-8	1	< 0.1%
2.240454361 × 10^-8	1	< 0.1%
2.249729676 × 10^-8	1	< 0.1%
2.277855601 × 10^-8	1	< 0.1%
2.74393533 × 10^-8	1	< 0.1%

Value	Count	Frequency (%)
7.537939412	1	< 0.1%
4.745199691	1	< 0.1%
3.387180088	1	< 0.1%
2.615250231	1	< 0.1%
2.308030614	1	< 0.1%
2.248760126	1	< 0.1%
2.220562068	1	< 0.1%
2.187226262	1	< 0.1%
1.935463185	1	< 0.1%
1.934069876	1	< 0.1%

D(Overall,G)
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
ZEROS

Distinct	7067
Distinct (%)	84.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.05577985677

Minimum	0
Maximum	6.730564985
Zeros	1324
Zeros (%)	15.8%
Negative	0
Negative (%)	0.0%
Memory size	65.7 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	0.0003379015713
median	0.006928694293
Q3	0.0410071533
95-th percentile	0.2669075591
Maximum	6.730564985
Range	6.730564985
Interquartile range (IQR)	0.04066925173

Descriptive statistics

Standard deviation	0.1783318043
Coefficient of variation (CV)	3.197064579
Kurtosis	329.8195008
Mean	0.05577985677
Median Absolute Deviation (MAD)	0.006928694293
Skewness	13.43502759
Sum	467.9929983
Variance	0.03180223242
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0	1324	15.8%
0.05491167077	1	< 0.1%
0.196747222	1	< 0.1%
0.002046243014	1	< 0.1%
0.09651995054	1	< 0.1%
0.02208711222	1	< 0.1%
0.001663121766	1	< 0.1%
0.001375423142	1	< 0.1%
0.0005050115283	1	< 0.1%
0.004718902013	1	< 0.1%
Other values (7057)	7057	84.1%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0	1324	15.8%
7.816879023 × 10^-12	1	< 0.1%
9.840756363 × 10^-11	1	< 0.1%
2.457006467 × 10^-10	1	< 0.1%
9.647269977 × 10^-10	1	< 0.1%
2.252115497 × 10^-8	1	< 0.1%
2.729156174 × 10^-8	1	< 0.1%
3.387613642 × 10^-8	1	< 0.1%
4.679192194 × 10^-8	1	< 0.1%
4.766318522 × 10^-8	1	< 0.1%

Value	Count	Frequency (%)
6.730564985	1	< 0.1%
3.48532551	1	< 0.1%
3.473775046	1	< 0.1%
3.405778301	1	< 0.1%
2.934869766	1	< 0.1%
2.83628903	1	< 0.1%
2.717894291	1	< 0.1%
2.704776732	1	< 0.1%
2.470600232	1	< 0.1%
2.37611481	1	< 0.1%

D(ESG, VaR)
Real number (ℝ_≥0)

ZEROS

Distinct	6743
Distinct (%)	80.4%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.8386957782

Minimum	0
Maximum	47.28022229
Zeros	1648
Zeros (%)	19.6%
Negative	0
Negative (%)	0.0%
Memory size	65.7 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	0.006944679042
median	0.2164593412
Q3	0.8946971167
95-th percentile	3.592166574
Maximum	47.28022229
Range	47.28022229
Interquartile range (IQR)	0.8877524377

Descriptive statistics

Standard deviation	1.916485438
Coefficient of variation (CV)	2.285078199
Kurtosis	136.7290299
Mean	0.8386957782
Median Absolute Deviation (MAD)	0.2164593412
Skewness	8.628433334
Sum	7036.657579
Variance	3.672916435
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0	1648	19.6%
0.01897116794	1	< 0.1%
0.1618140061	1	< 0.1%
3.062372411	1	< 0.1%
0.1038878728	1	< 0.1%
0.04516583494	1	< 0.1%
5.940870428	1	< 0.1%
4.562398104	1	< 0.1%
0.7236987708	1	< 0.1%
0.01692108755	1	< 0.1%
Other values (6733)	6733	80.3%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0	1648	19.6%
7.201370445 × 10^-8	1	< 0.1%
1.615828905 × 10^-7	1	< 0.1%
3.591858258 × 10^-7	1	< 0.1%
5.596244496 × 10^-7	1	< 0.1%
7.547698111 × 10^-7	1	< 0.1%
1.053538485 × 10^-6	1	< 0.1%
1.107233246 × 10^-6	1	< 0.1%
1.207528765 × 10^-6	1	< 0.1%
2.423971339 × 10^-6	1	< 0.1%

Value	Count	Frequency (%)
47.28022229	1	< 0.1%
47.01104047	1	< 0.1%
37.17419917	1	< 0.1%
35.04497396	1	< 0.1%
28.14140719	1	< 0.1%
25.85330839	1	< 0.1%
22.90563473	1	< 0.1%
22.43001765	1	< 0.1%
21.61153035	1	< 0.1%
20.23889516	1	< 0.1%

Spearman's ρ

The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.

To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.

Pearson's r

The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.

To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.

Kendall's τ

Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.

To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.

Phik (φk)

Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.

Count
Matrix

A simple visualization of nullity by column.

Nullity matrix is a data-dense display which lets you quickly visually pick out patterns in data completion.

First rows

	Symbol	Year	ESG Score	Environmental Pillar Score	Social Pillar Score	Governance Pillar Score	mean-return	semi-variance (down)	kurtosis	skew	VaR (95%)	D(Overall,E)	D(Overall,S)	D(Overall,G)	D(ESG, VaR)
0	360.AX	2020.0	27.081018	8.916667	43.015144	18.809271	0.032846	0.004021	-0.632826	0.061141	-0.071075	0.000000	0.000000	0.000000	0.000000
1	360.AX	2021.0	31.410958	8.453608	45.972210	25.759307	0.025825	0.005839	1.742724	-0.646043	-0.075298	0.040664	0.006698	0.027597	0.008210
2	A.N	2017.0	87.595065	77.060658	92.792375	85.667996	0.035512	0.007012	0.455790	0.720648	-0.096525	0.000082	0.000069	0.000239	3.607230
3	A.N	2018.0	89.489253	78.045737	94.201817	88.624684	-0.061043	0.004451	0.610308	0.850044	-0.162627	0.000076	0.000040	0.000157	0.250266
4	A.N	2019.0	88.330855	79.335997	94.505273	84.398806	-0.029269	0.016082	0.126243	-0.828252	-0.228490	0.000866	0.000264	0.001284	0.124653
5	A.N	2020.0	87.577489	79.958977	93.599370	83.203984	0.045653	0.270980	4.900414	-1.988309	-0.520227	0.000269	0.000001	0.000032	0.691122
6	AA.N	2016.0	87.186605	85.832330	81.590386	98.299313	0.026276	0.005254	0.036191	-0.293729	-0.063296	0.000000	0.000000	0.000000	0.000000
7	AA.N	2017.0	87.273109	90.333748	79.472149	95.671099	-0.021786	0.002320	0.566293	-0.682118	-0.081101	0.002512	0.000745	0.000789	0.060957
8	AA.N	2018.0	86.619978	88.383537	79.128995	96.369097	-0.033796	0.006287	-0.703649	-0.791101	-0.137931	0.000205	0.000010	0.000218	0.290054
9	AA.N	2019.0	88.078825	87.347163	83.474247	96.673931	-0.039699	0.015111	2.266191	-1.274915	-0.223285	0.000812	0.001351	0.000183	0.216216

Last rows

	Symbol	Year	ESG Score	Environmental Pillar Score	Social Pillar Score	Governance Pillar Score	mean-return	semi-variance (down)	kurtosis	skew	VaR (95%)	D(Overall,E)	D(Overall,S)	D(Overall,G)	D(ESG, VaR)
8380	ZUMZ.OQ	2022.0	23.972230	4.646465	28.382288	28.735048	-0.110370	0.004964	-0.820491	-0.116846	-0.200165	0.002639	0.003021	0.002810	0.895958
8381	ZUO.N	2020.0	36.287529	3.083333	54.970658	30.160537	0.017291	0.018535	1.256732	-0.901465	-0.182401	0.000000	0.053355	0.224143	0.172335
8382	ZUO.N	2021.0	53.918785	27.848701	66.407377	50.985744	0.062855	0.002580	-0.551396	0.410789	-0.016845	3.257196	0.042847	0.016643	7.718136
8383	ZUO.N	2022.0	49.730061	27.336439	60.100005	47.518473	-0.014564	0.004880	-2.006538	0.046289	-0.111954	0.003882	0.000358	0.000109	3.900213
8384	ZWS.N	2016.0	22.323763	3.080808	31.548591	33.320535	0.077867	0.040135	-1.032795	0.420287	-0.195829	0.000000	0.000000	0.000000	0.000000
8385	ZWS.N	2017.0	21.756603	4.250060	27.085541	35.777625	-0.029082	0.107002	2.814027	-1.311767	-0.491496	0.120739	0.016077	0.009386	0.894813
8386	ZWS.N	2018.0	22.966453	4.193398	24.531598	43.442041	-0.127620	0.074135	-1.053860	-0.274952	-0.461663	0.004562	0.023457	0.019597	0.013628
8387	ZWS.N	2019.0	42.385059	47.923594	36.354082	43.646098	0.012917	0.035442	6.009275	2.079474	-0.296457	3.324551	0.048144	0.369755	1.114489
8388	ZWS.N	2020.0	59.566298	53.797153	76.736643	43.977042	-0.038499	0.057422	-0.321493	-0.129591	-0.393005	0.050482	0.165469	0.110716	0.003407
8389	ZWS.N	2021.0	59.809391	70.174636	76.569419	25.396839	-0.017465	0.010518	0.371196	1.074856	-0.182711	0.068484	0.000039	0.305937	0.592885

Overview

Variables

Common Values

Length

Most occurring characters

Most occurring categories

Most frequent character per category

Uppercase Letter

Lowercase Letter

Decimal Number

Other Punctuation

Connector Punctuation

Most occurring scripts

Most frequent character per script

Latin

Common

Most occurring blocks

Most frequent character per block

ASCII

Interactions

Correlations

Spearman's ρ

Pearson's r

Kendall's τ

Phik (φk)

Missing values

Sample

First rows

Last rows